Thats very unusual to hear that. I have never had to tighten any of my grub screws due to slippage. The wheels are electrically insulated from the axles, so they have nylon bushes fitted to them. Are you tightening both the grub screws down securely enough ?
Hard to say how tight I have made them, but it felt like I gave effort just shy of breaking something. I have noticed a great deal of steam oil underneath and have turned down the oiler. Perhaps too much oil got into the works? I was thinking about using blue loctite on the axle, any dangers there?
I believe they are insulated, and there is a nylon hub/tube in the wheel, and the grub screw bites in to that. If you go too far, then the insulation is lost - though it hasn't happened to me yet.
It shouldn’t be necessary to use any loctite on the axles. I would recommend removing the wheels from their axles & degreasing, giving everything a good clean first. Then remount the wheels. You only need the oiler needle valve open about half a turn from the closed position on a run in loco. Even with the valve fully closed, it will still add some oil to the steam line.
